+6.0%
CLSK vs IEFA
+50.2%
-44.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +4.3% |
| 7D | +7.7% | -1.6% | +9.3% | +12.2% |
| 30D | +12.2% | -1.5% | +13.7% | +17.0% |
| 3M | -15.5% | +3.4% | -18.9% | -21.4% |
| 6M | +39.3% | +9.5% | +29.9% | +13.9% |
| YTD | +35.1% | +13.0% | +22.0% | +3.4% |
| 1Y | +34.0% | +18.0% | +16.0% | -7.5% |
| 3Y | +226.3% | +65.4% | +160.9% | +0.4% |
| All | +6.0% | +50.2% | -44.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling